中国矿业大学主页平台系统 niuhuawei--Home-- Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model

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Supervisor of Doctorate Candidates

Supervisor of Master's Candidates

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School/Department:经济管理学院

Business Address:经管学院A504

Gender:Male

Contact Information:niuhuawei@cumt.edu.cn

Degree:Doctor

Alma Mater:南京大学

Discipline:Finance

Current position: Home > Scientific Research > Paper Publications

Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model

Release time:2024-10-15 Hits:

DOI number:10.1007/s00181-023-02551-2

Affiliation of Author(s):经济管理学院

Funded by:国家自然科学基金项目

First Author:niuhuawei

Co-author:刘天宇

Indexed by:Journal paper

Document Code:5b5bb29490bf8e0701916dbc294f767f

Volume:卷: 67期: 1页: 75-96

ISSN No.:0377-7332

Translation or Not:no

Date of Publication:2024-07-01